Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complete monotonicity of the probability of ruin and de Finetti's dividend problem |
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Complete monotonicity of the probability of ruin and de Finetti's dividend problem (English)
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15 November 2012
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Barrier strategy
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classical risk model
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complete monotonicity
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log-convexity
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optimal dividend problem
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perturbed classical risk model
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